+821.1%
XLB vs NI
+1,100.7%
-279.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.5% | +4.3% | -3.8% | -1.2% |
| 30D | +5.2% | +12.4% | -7.2% | +0.1% |
| 3M | +0.3% | +10.2% | -9.9% | -3.8% |
| 6M | +1.2% | -0.8% | +2.0% | +1.1% |
| YTD | +16.6% | +13.2% | +3.4% | +10.1% |
| 1Y | +21.4% | +10.1% | +11.4% | +15.9% |
| 3Y | +43.2% | +103.1% | -59.9% | +4.5% |
| 5Y | +28.0% | +115.5% | -87.5% | -9.8% |
| 10Y | +164.8% | +195.5% | -30.7% | +57.4% |
| All | +821.1% | +1,100.7% | -279.6% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling